+1,237.1%
SMH vs TMO
+3,766.3%
-2,529.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | +1.4% | -2.5% | +3.9% | +2.8% |
| 30D | -2.2% | -0.3% | -1.9% | -2.3% |
| 3M | -1.9% | +25.3% | -27.1% | -14.8% |
| 6M | +41.0% | +20.9% | +20.2% | +23.5% |
| YTD | +55.6% | +4.3% | +51.3% | +47.9% |
| 1Y | +86.8% | +27.0% | +59.8% | +57.4% |
| 3Y | +277.7% | +17.5% | +260.1% | +224.1% |
| 5Y | +324.2% | +6.9% | +317.2% | +281.1% |
| 10Y | +1,828.6% | +332.0% | +1,496.6% | +659.6% |
| All | +1,237.1% | +3,766.3% | -2,529.1% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling